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Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
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Volatilitiy of world food commodity prices and renewable fuel standard policy
Farida, Ida; Singagerda, Faurani Santi - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 516-527
Persistent link: https://www.econbiz.de/10012598912
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Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
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Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
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Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
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Volatility transmission in oil futures markets and carbon emissions futures
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 647-659
Persistent link: https://www.econbiz.de/10011455969
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Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
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Price discovery in crude oil markets : intraday volatility interactions between crude oil futures and energy exchange traded funds
Ozdurak, Caner; Ulusoy, Veysel - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 3, pp. 402-413
Persistent link: https://www.econbiz.de/10012496957
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The study of different factors' effects on the oil futures price by applying agent-based model
Karimi, Mohammad Sadegh; Maleki, Abbas - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 76-81
Persistent link: https://www.econbiz.de/10011881216
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Does agricultural commodity price co-move with oil price in the time-frequency space? : evidence from the Republic of Korea
Meng, Xiangcai - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 125-133
Persistent link: https://www.econbiz.de/10011881423